Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
N/A
Details
Guide
Historical Inception Date 10-Jan-2017          
Index Live Date 08-Aug-2011          
Bloomberg Id DBRCOFCO          
Reuters Id .DBRCOFCO          
Return Data
Current Level 203.81    
High 245.01 Low 122.44
Annualized Return (%) 11.60 Volatility 28.60
Sharpe Ratio 0.41 Sortino Ratio 0.52
Max Drawdown (%) -41.10    
Daily Return (%) 14.23 Month-to-Date Return (%) 15.98
3 Month Return (%) 13.95 6 Month Return (%) 7.33
YTD Return (%) 33.27 12 Month Return (%) -7.51
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 1.21 Average Positive Return (%) 5.86
Number of +ve Months 22 % +ve Months (%) 66.67
Average Negative Return (%) -8.09 Best Month (Sep 2019) (%) 15.98
Maximum Monthly Drawdown (%) -20.82    
Excel + DBLCI OY Enhanced - Brent Crude Oil - LCO0 ER Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2017 2.43% 1.08% -5.71% -3.28% -3.15% -4.58% 7.46% 0.18% 7.70% 7.78% 3.19% 7.20%
2018 3.81% -5.56% 7.49% 8.43% 4.34% 2.54% -6.02% 4.18% 7.12% -8.85% -20.82% -9.79%
2019 12.74% 8.94% 1.92% 7.28% -12.99% 6.22% 0.94% -8.27% 15.98%
Announcements
No announcements for this index.